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Computation of Cournot-Nash equilibria by entropic regularization

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 نشر من قبل Luca Nenna
 تاريخ النشر 2016
  مجال البحث
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We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization technique to approximate the problem and solve it numerically in various cases. We also consider the extension to some models with several populations of players.



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